+298.3%
FIS vs FLUT
+1,739.7%
-1,441.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +6.4% |
| 7D | +1.5% | +4.5% | -3.0% | +1.2% |
| 30D | -11.8% | +9.2% | -21.0% | -12.3% |
| 3M | -28.5% | -13.7% | -14.9% | -27.8% |
| 6M | -27.0% | -9.0% | -18.0% | -26.6% |
| YTD | -53.1% | -60.2% | +7.2% | -50.5% |
| 1Y | -52.8% | -63.1% | +10.4% | -49.9% |
| 3Y | -37.5% | -42.5% | +5.0% | -35.8% |
| 5Y | -71.1% | -47.6% | -23.5% | -70.5% |
| 10Y | -52.0% | -22.9% | -29.1% | -51.6% |
| All | +298.3% | +1,739.7% | -1,441.4% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling